Solaris Oilfield Infrastr... (SOI)
NYSE: SOI
· Real-Time Price · USD
11.32
-0.10 (-0.88%)
At close: Sep 11, 2024, 10:00 PM
SOI Delta Exposure By Expiry
The total Delta Exposure (DEX) for SOI across all expirations shows 26.76 net shares that market makers must hedge, with 26.76 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 26.76 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Nov 21, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
SOI DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Nov 21, 25 | 0 | 0 | 0 | n/a |
Dec 19, 25 | 26.76 | 0 | 26.76 | 0.00 |
Jan 16, 26 | 0 | 0 | 0 | n/a |